Yep, it's never a good idea to trash stuff that just "appears". It has usually broken off or worked loose from somewhere, even if it's just a screw that has backed itself out of something.
@CaptainWouldn't be a heat sink if it's made of lightweight ceramic as OP described. Not a bad guess, though, because if the material was more thermally conductive, the design would absorb and get rid of heat quickly. Looks metallic to me too from her photo.
The catalytic converter theory forwarded and clarified by @dcarchwould be the one I would bet on.
I hope you can successfully restore it to full functionality @kayb, and jealous of your self-cleaning oven. 
Okay, I'm jealous of almost anyone's oven, because mine is so old and wasn't great from the factory floor. 
Edit: On closer examination of the photo, it looks like a couple of obvious chips into the ceramic on the outer edge, and maybe a lesser third one, and those may have been attachment points, pretty evenly spaced around the perimeter? I cannot venture a guess at what reattachment material might hold up to the high temps of a self-cleaning oven. Definitely not silicone. Any thoughts, anyone? They make high temp adhesives for engines, but not food safe, I'd imagine.
